CME eMini Russell 2000 Future March 2007


Trading Metrics calculated at close of trading on 02-Mar-2007
Day Change Summary
Previous Current
01-Mar-2007 02-Mar-2007 Change Change % Previous Week
Open 794.8 790.7 -4.1 -0.5% 827.2
High 797.4 792.7 -4.7 -0.6% 831.3
Low 773.4 773.2 -0.2 0.0% 773.2
Close 790.4 773.8 -16.6 -2.1% 773.8
Range 24.0 19.5 -4.5 -18.8% 58.1
ATR 12.8 13.3 0.5 3.7% 0.0
Volume 279,687 292,690 13,003 4.6% 1,298,098
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 838.4 825.6 784.5
R3 818.9 806.1 779.2
R2 799.4 799.4 777.4
R1 786.6 786.6 775.6 783.3
PP 779.9 779.9 779.9 778.2
S1 767.1 767.1 772.0 763.8
S2 760.4 760.4 770.2
S3 740.9 747.6 768.4
S4 721.4 728.1 763.1
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 967.1 928.5 805.8
R3 909.0 870.4 789.8
R2 850.9 850.9 784.5
R1 812.3 812.3 779.1 802.6
PP 792.8 792.8 792.8 787.9
S1 754.2 754.2 768.5 744.5
S2 734.7 734.7 763.1
S3 676.6 696.1 757.8
S4 618.5 638.0 741.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.3 773.2 58.1 7.5% 21.9 2.8% 1% False True 259,619
10 831.9 773.2 58.7 7.6% 15.7 2.0% 1% False True 208,069
20 831.9 773.2 58.7 7.6% 11.8 1.5% 1% False True 182,532
40 831.9 773.2 58.7 7.6% 11.8 1.5% 1% False True 179,118
60 831.9 773.2 58.7 7.6% 11.3 1.5% 1% False True 158,261
80 831.9 764.2 67.7 8.7% 11.0 1.4% 14% False False 118,999
100 831.9 746.8 85.1 11.0% 10.9 1.4% 32% False False 95,222
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 875.6
2.618 843.8
1.618 824.3
1.000 812.2
0.618 804.8
HIGH 792.7
0.618 785.3
0.500 783.0
0.382 780.6
LOW 773.2
0.618 761.1
1.000 753.7
1.618 741.6
2.618 722.1
4.250 690.3
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 783.0 786.0
PP 779.9 781.9
S1 776.9 777.9

These figures are updated between 7pm and 10pm EST after a trading day.

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